In thermoelectric materials, the coupling between thermal and electrical currents allows for the direct conversion between heat and electricity. This makes possible the construction of refrigerators and electrical power generators with no moving parts which are compact, reliable, and vibration free. Devices made from the best materials for cooling near room temperature operate at only 10% of Carnot efficiency. This is significantly less efficient than a typical compressor based kitchen refrigerator, which operates at about 30% of the Carnot limit. Thermoelectric devices are currently used where the benefits of small size and/or dependability outweigh their cost in efficiency. It is clear that the development of widespread applications for thermoelectric devices must await the discovery of new materials with improved thermoelectric properties. In this dissertation, several experimental approaches to this problem are discussed. These include (1) new compounds containing the heavy element thallium, (2) the exploration of Chevrel phase materials for high temperature applications, (3) the search for new high symmetry materials, and (4) the chemical and physical manipulation of the properties of known thermoelectric materials. The investigations described in this work did not produce an improved thermoelectric material; however, they did lead to the discovery and characterization of many new compounds, some with interesting structural, electrical, and magnetic properties.